--- title: test layout: post ---
Grab fridays data
library(RPostgreSQL)
## Loading required package: DBI
library(getPass)
## Warning: package 'getPass' was built under R version 3.5.3
# set driver name
driver_name <- dbDriver(drvName = "PostgreSQL")
# establish database connection
db <- DBI::dbConnect(driver_name,
dbname = "sebi",
host = "192.168.0.12",
port = 5432,
user = "sebi",
password = getPass("Enter Password:")
)
## Please enter password in TK window (Alt+Tab)
# our query
sql_query_string <- "SELECT * FROM watchlist_data WHERE scrape_date = '2022-06-24';"
# combination of our connnection stuff and our query stuff
res <- dbSendQuery(db, sql_query_string)
# fetch our data query from the database and return a dataframe
data_pull <- dbFetch(res)
# clear our query results
dbClearResult(res)
## [1] TRUE
# politely disconnect from the database
dbDisconnect(db)
## [1] TRUE
source("payout_functions.R")
##
## Attaching package: 'dplyr'
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## filter, lag
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## intersect, setdiff, setequal, union
# create a mid price
data_pull$mid <- (data_pull$bid + data_pull$ask) / 2
# lets grab the QQQ Jan 20th 2023 calls
long_call_chain <- data_pull[data_pull$underlying_ticker == "QQQ" & data_pull$expiration_date == as.Date("2023-01-20"),]
# lets grab the QQQ July 27th calls
short_call_chain <- data_pull[data_pull$underlying_ticker == "QQQ" & data_pull$expiration_date == as.Date("2022-07-27"),]
long_call_strike <- 335
short_call_strike <- 335
sample_long <- long_call_profit(
long_call_chain,
long_call_strike
)
sample_short <- short_call_profit(
short_call_chain,
short_call_strike
)
# sample_pmcc <- call_diagonal_profit(
# long_call_chain,
# long_call_strike,
# short_call_chain,
# short_call_strike
# )
lineplot_profit(sample_long, "QQQ Long Jan 20th, 2023 Call")
##
## Attaching package: 'plotly'
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## layout
## Warning: package 'wesanderson' was built under R version 3.5.3
## Warning: `gather_()` was deprecated in tidyr 1.2.0.
## Please use `gather()` instead.
## This warning is displayed once every 8 hours.
## Call `lifecycle::last_lifecycle_warnings()` to see where this warning was generated.
## This version of bslib is designed to work with shiny version 1.6.0 or higher.